As shown in Japanese Patent Publication No. 38812/82, etc., conventional linear motion bearings of this type are of a construction in which a bearing body is machined to form a ball return hole in its axial direction so that balls may circulate in the axial direction, end portions of the return hole being curved to let the balls change their direction, and both outside end portions thereof are covered with return caps each formed with a direction changing groove for effecting a 180.degree. direction change.
Such construction is disadvantageous in that the number of parts increases and troublesome machinings are required.